PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-22 20:44:33.783274+00:00 (UTC)
In US/Central Time, this is 2024-03-22 15:44:33.783274-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897050 -0.474845 0.086109 -0.008620 0.545319 0.254530
1997-01-03 -0.885341 -0.474845 -0.155694 0.006890 0.744902 0.205367
1997-01-06 -0.881438 -0.474845 -0.064266 -0.016375 0.777780 0.269316
1997-01-07 -0.881438 -0.454023 -0.129228 -0.047395 0.837407 0.382942
1997-01-08 -0.893147 -0.454023 -0.022161 -0.086170 0.785442 0.496175
... ... ... ... ... ... ...
2024-03-15 -0.858019 -1.495106 -0.723509 1.689732 0.831638 0.578848
2024-03-18 -0.869728 -1.474284 -0.733133 1.650957 0.714347 0.682725
2024-03-19 -0.881438 -1.463873 -0.794486 1.658712 0.738923 0.558628
2024-03-20 -0.865825 -1.401408 -0.888320 1.720752 0.828093 0.465852
2024-03-21 -0.900953 -1.432641 -0.902756 1.728507 0.836714 0.472592

7192 rows × 6 columns

../../_images/7dc9c64bd071771dad6288a56d81441b5a39b197c09b4d0aeb8edc3b08bc6651.png
pc1
DATE
1997-01-02   -0.577614
1997-01-03   -0.683750
1997-01-06   -0.666656
1997-01-07   -0.703025
1997-01-08   -0.672695
                ...   
2024-03-15   -1.581536
2024-03-18   -1.564710
2024-03-19   -1.572418
2024-03-20   -1.596562
2024-03-21   -1.626579
Name: PC1, Length: 7192, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/5e05359e88dc3d80177a09ba3a3411078af3832fd1099d53670140526db63a88.png
fig = px.line(pc1)
fig.show()
../../_images/168f8c1fa73c1bc9bf48213d1bef0fba7164e6f4665b9ead4277febe46aeeb04.png